I think wage depression is a part of it, but it's by no means the biggest part. Pretty much across the board in Western nations, the right tends to be more immigration restrictionist because they're culturally conservative. Mass immigration really doesn't give itself to assimilation. If you basically transplant a whole village of Somalians to Maine, what impetus is there really to assimilate? And, of course, when you have people marching in the street waving foreign flags and demanding things, it's going to cheese a lot of even not-so-conservative people off... whether or not the demonstrators are illegal. How popular are the militant Muslims who gather in the streets of London to chest-thump about how they're taking over?.
It's definitely an oversimplification, though. In the U.S., I see less anger directed at illegals themselves than at a government which increasingly seems to think it should control every single thing about the country except its borders.
